NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	43.05	43.00	-0.05	-0.1%	42.79
High	43.92	43.49	-0.43	-1.0%	44.82
Low	42.84	42.48	-0.36	-0.8%	41.84
Close	42.96	43.13	0.17	0.4%	43.06
Range	1.08	1.01	-0.07	-6.5%	2.98
ATR	1.56	1.52	-0.04	-2.5%	0.00
Volume	87,776	84,065	-3,711	-4.2%	318,895

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.06	45.61	43.69
R3	45.05	44.60	43.41
R2	44.04	44.04	43.32
R1	43.59	43.59	43.22	43.82
PP	43.03	43.03	43.03	43.15
S1	42.58	42.58	43.04	42.81
S2	42.02	42.02	42.94
S3	41.01	41.57	42.85
S4	40.00	40.56	42.57

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.18	50.60	44.70
R3	49.20	47.62	43.88
R2	46.22	46.22	43.61
R1	44.64	44.64	43.33	45.43
PP	43.24	43.24	43.24	43.64
S1	41.66	41.66	42.79	42.45
S2	40.26	40.26	42.51
S3	37.28	38.68	42.24
S4	34.30	35.70	41.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.82	42.48	2.34	5.4%	1.34	3.1%	28%	False	True	72,917
10	44.82	41.84	2.98	6.9%	1.41	3.3%	43%	False	False	84,168
20	50.02	41.84	8.18	19.0%	1.53	3.5%	16%	False	False	73,373
40	52.60	41.84	10.76	24.9%	1.59	3.7%	12%	False	False	53,984
60	52.60	41.84	10.76	24.9%	1.61	3.7%	12%	False	False	42,964
80	52.60	40.67	11.93	27.7%	1.74	4.0%	21%	False	False	37,295
100	56.05	40.67	15.38	35.7%	1.66	3.8%	16%	False	False	31,418
120	63.33	40.67	22.66	52.5%	1.62	3.8%	11%	False	False	27,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	47.78
2.618	46.13
1.618	45.12
1.000	44.50
0.618	44.11
HIGH	43.49
0.618	43.10
0.500	42.99
0.382	42.87
LOW	42.48
0.618	41.86
1.000	41.47
1.618	40.85
2.618	39.84
4.250	38.19

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	43.08	43.56
PP	43.03	43.41
S1	42.99	43.27

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These figures are updated between 7pm and 10pm EST after a trading day.

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